Undesirable(?) behavior in initial values of hierarchical model

IID data just amplifies the shape of the individual likelihood function. If each individual likelihood function is mildly multimodal – but not so much that the sampler can’t move between the modes and find all of the probability mass – then the product of likelihood functions can be extremely multimodal – such that the sampler gets stuck in bad modes due to initialization. In other words peaks get amplified and the valleys between the peaks get suppressed.

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